Pages that link to "Item:Q1045982"
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The following pages link to Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982):
Displayed 25 items.
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Conic asset pricing and the costs of price fluctuations (Q2422123) (← links)
- CONIC PORTFOLIO THEORY (Q2806366) (← links)
- CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS (Q2875725) (← links)
- CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128) (← links)
- GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Utility maximization in markets with bid–ask spreads (Q3017887) (← links)
- Randomized stopping times and coherent multiperiod risk measures (Q3017918) (← links)
- Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- Option overlay strategies (Q4683071) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
- FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS (Q5010070) (← links)
- On the calibration of distortion risk measures to bid-ask prices (Q5245461) (← links)
- Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
- Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)